Anic Equity

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Total return since start: 0.565 %

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Equity now: -----------------------------> 47789.92 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46395.0 Kr

PnL: ---------------------------------------> -493.57 Kr

DD now: ---------------------------------> -1.727 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 11:46:49.883892'

Anic Portfolio

Today

Return: 1.006 %

This Week

Return: 0.54 %

Total

Return: 56.452 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	6.070000	3270.800000	299.800000	10.090000	2971.000006
HEBA B	70	0.380000	2744.000000	108.000000	4.100000	2636.000010
FM Mattsson Mora Group B	50	0.000000	3030.000000	103.000000	3.520000	2927.000000
SAAB B	8	0.540000	3444.800000	67.800000	2.010000	3377.000000
Corem Property Group B	59	1.740000	621.860000	44.860000	7.770000	576.999999
Norva24 Group	16	-0.440000	573.440000	30.440000	5.610000	543.000000
Samhällsbyggnadsbo. i Norden B	20	1.770000	384.900000	29.900000	8.420000	355.000000
Resurs Holding	22	4.620000	603.020000	29.020000	5.060000	573.999998
MedCap	2	1.590000	447.000000	26.000000	6.180000	421.000000
AcadeMedia	12	0.410000	581.760000	24.760000	4.450000	557.000004
Eastnine	4	0.000000	509.600000	18.600000	3.790000	491.000000
OEM International B	7	1.570000	544.600000	16.600000	3.140000	527.999997
HMS Networks	2	0.060000	686.800000	13.800000	2.050000	673.000000
Intrum	4	0.670000	539.800000	12.800000	2.430000	527.000000
Boozt	12	2.440000	1664.400000	10.400000	0.630000	1653.999996
Coor Service Management Hold.	8	1.960000	540.400000	8.400000	1.580000	532.000000
Sampo Oyj SDB	7	1.760000	3853.500000	3.500000	0.090000	3850.000000
Essity A	4	0.170000	1152.000000	3.000000	0.260000	1149.000000
Fastighetsbolag. Emilshus Pref	21	0.000000	564.900000	2.900000	0.520000	562.000005
Swedbank A	3	0.670000	566.700000	2.700000	0.480000	564.000000
Essity B	2	0.810000	575.800000	1.800000	0.310000	574.000000
Creaspac SPAC	6	0.420000	577.800000	0.800000	0.140000	577.000002
Samhällsbyggnadsbo. i Norden D	12	0.400000	243.120000	-2.880000	-1.170000	246.000000
Handelsbanken A	5	0.510000	543.000000	-3.000000	-0.550000	546.000000
Securitas B	6	0.570000	567.000000	-3.000000	-0.530000	570.000000
CTEK	13	1.260000	523.900000	-10.100000	-1.890000	533.999999
Karnov Group	9	1.570000	525.600000	-10.400000	-1.940000	536.000004
Nordea Bank Abp	29	0.660000	3443.460000	-10.540000	-0.310000	3453.999992
Midsona B	63	1.260000	555.030000	-27.970000	-4.800000	582.999984
Vivesto	1368	0.340000	560.610000	-52.390000	-8.550000	612.999432
International Petroleum Corp.	5	0.090000	539.000000	-55.570000	-9.350000	594.565215
Axfood	13	-0.290000	3630.900000	-125.100000	-3.330000	3756.000001
OX2	18	3.030000	1469.700000	-194.300000	-11.680000	1663.999992
Fasadgruppen Group	35	-0.100000	3409.000000	-402.000000	-10.550000	3810.999990
Ovzon	52	0.540000	2906.800000	-455.200000	-13.540000	3361.999992
TOTAL			46395.000000	-493.570000	-1.72727%	46888.564618

Updated:

'2023-01-20 11:47:02.414556'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.